+128.1%
HSY vs KIM
+29.7%
+98.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.0% | -1.0% | -2.0% | -2.8% |
| 30D | -5.0% | -1.1% | -4.0% | -4.8% |
| 3M | -1.3% | -5.3% | +4.0% | -0.3% |
| 6M | -21.5% | +3.9% | -25.4% | -22.1% |
| YTD | -3.3% | +20.3% | -23.5% | -6.5% |
| 1Y | -5.5% | +10.4% | -15.9% | -7.3% |
| 3Y | -9.9% | +46.3% | -56.2% | -16.5% |
| 5Y | +11.3% | +37.6% | -26.2% | +3.0% |
| 10Y | +128.1% | +34.5% | +93.6% | +99.5% |
| All | +128.1% | +29.7% | +98.4% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling